+82.2%
IBM vs PNC
+115.6%
-33.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +3.1% | -1.5% | +0.4% |
| 30D | +9.2% | +7.6% | +1.6% | +6.1% |
| 3M | +4.9% | -8.1% | +13.1% | +8.3% |
| 6M | +16.8% | +12.6% | +4.2% | +11.5% |
| YTD | -14.3% | +15.0% | -29.2% | -18.3% |
| 1Y | -16.7% | +30.4% | -47.1% | -23.9% |
| 3Y | +82.2% | +116.1% | -33.9% | +47.6% |
| All | +82.2% | +115.6% | -33.4% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling